🕷️ Crawler Inspector

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Direct Parameter Lookup

Raw Queries and Responses

1. Shard Calculation

Query:

Response:

Calculated Shard: 156 (from laksa028)

2. Crawled Status Check

Query:

curl -X POST \
  'http://laksa156.int.ahrefs:8124/' \
  -H 'Content-Type: text/plain' \
  -H 'X-ClickHouse-Database: crawler3' \
  -H 'Authorization: Basic YXBpOg==' \
  -d 'SELECT getAhrefsURLFromUnparsed(src_unparsed) AS found_url, ifNull(toUnixTimestamp(download_stamp), 0) AS crawl_time, ifNull(toUnixTimestamp(props_url_first_seen), 0) AS first_indexed_time, download_http_code AS http_code, src_unparsed AS src_unparsed, src_root_hash AS src_root_hash, history_drop_reason AS history_drop_reason, meta_title AS meta_title, meta_descriptions AS meta_descriptions, attrs_boilerpipe_text AS attrs_boilerpipe_text, attrs_markdown AS attrs_markdown, attrs_readable_markdown AS attrs_readable_markdown, meta_canonical AS meta_canonical FROM crawler3.page_info_local FINAL PREWHERE (src_root_hash, src_unparsed) IN ((getAhrefsRootHashFromUnparsed(getAhrefsUnparsedNoserviceFromURL(\'https://moneyterms.co.uk/realised-volatility/\')), getAhrefsUnparsedNoserviceFromURL(\'https://moneyterms.co.uk/realised-volatility/\'))) FORMAT JSONEachRow'

Response:

{"found_url":"https:\/\/moneyterms.co.uk\/realised-volatility\/","crawl_time":1776342116,"first_indexed_time":1539766725,"http_code":200,"src_unparsed":"uk,co,moneyterms!\/realised-volatility\/ s443","src_root_hash":"440957458885954956","history_drop_reason":null,"meta_title":"Realised volatility - Financial theory - Moneyterms: investment, finance and business explained","meta_descriptions":[],"attrs_boilerpipe_text":"Realised volatility is the actual historical\nvolatility\nof the price of a security (or an index level, or other measure). It is an\nex-post\nnumber, whereas\nimplied volatility\nmeasures current market expectations.\nRealised volatility is simply the actual volatility of a security over a period of time, measured at intervals. For example, it may be the volatility of closing prices over the last 30 days. Not only does this mean that it is measured over a specific period, but also means the interval chosen. It is usual to use daily prices.\nThis is very different from implied volatility which is the volatility the market expect at a point in time (usually at the time it is calculated).\nThe need to choose time periods is a weakness of realised volatility as is its historical nature. It does have two advantages over implied volatility:\nIt is based on the actual volatility, rather than market expectations. Whether this is a good or bad thing depends on whether or not you think the market in question is\nefficient\n.\nIt is not dependent on a particular\nmodel\nof the relationship between volatility and price. Implied volatility is usually calculated using\nBlack-Scholes\n, although other models can be used.\nEstimates of future volatility based on realised volatility do not necessarily depend on a single value over a single historical period. Trends in volatility can be modelled, typically giving greater weight to more recent numbers.","attrs_markdown":"[![moneyterms.co.uk](https:\/\/moneyterms.co.uk\/static\/logo.png)](http:\/\/moneyterms.co.uk\/)\n\n- [About\/contact](https:\/\/moneyterms.co.uk\/about\/)\n- [Privacy policy](https:\/\/moneyterms.co.uk\/about\/privacy\/)\n\n# Realised volatility\nRealised volatility is the actual historical [volatility](https:\/\/moneyterms.co.uk\/volatility\/)of the price of a security (or an index level, or other measure). It is an *ex-post* number, whereas [implied volatility](https:\/\/moneyterms.co.uk\/implied-volatility\/) measures current market expectations.\n\nRealised volatility is simply the actual volatility of a security over a period of time, measured at intervals. For example, it may be the volatility of closing prices over the last 30 days. Not only does this mean that it is measured over a specific period, but also means the interval chosen. It is usual to use daily prices.\n\nThis is very different from implied volatility which is the volatility the market expect at a point in time (usually at the time it is calculated).\n\nThe need to choose time periods is a weakness of realised volatility as is its historical nature. It does have two advantages over implied volatility:\n\n1. It is based on the actual volatility, rather than market expectations. Whether this is a good or bad thing depends on whether or not you think the market in question is [efficient](https:\/\/moneyterms.co.uk\/efficient-markets\/).\n2. It is not dependent on a particular [model](https:\/\/moneyterms.co.uk\/financial-model\/) of the relationship between volatility and price. Implied volatility is usually calculated using [Black-Scholes](https:\/\/moneyterms.co.uk\/black-scholes\/), although other models can be used.\n\nEstimates of future volatility based on realised volatility do not necessarily depend on a single value over a single historical period. Trends in volatility can be modelled, typically giving greater weight to more recent numbers.\n\nRelated:\n\n- [Efficient portfolio](https:\/\/moneyterms.co.uk\/efficient-portfolio\/)\n- [Risk aversion](https:\/\/moneyterms.co.uk\/risk-aversion\/)\n- [Black swan](https:\/\/moneyterms.co.uk\/black-swan\/)\n- [VaR](https:\/\/moneyterms.co.uk\/value-at-risk\/)\n- [Option value](https:\/\/moneyterms.co.uk\/option-value\/)\n- [Volatility index](https:\/\/moneyterms.co.uk\/volatility-index\/)\n\nCategories:\n\n- [Financial theory](https:\/\/moneyterms.co.uk\/categories\/financial-theory\/)\n\nSite by [Code and More](https:\/\/www.codeandmore.co.uk\/): customized and integrated CRM, ERP, accounting, CMS and other online business software for a monthly subscription. Transform you business without the risks of major IT projects.\n\nCopyright Graeme Pietersz © 2005-2019\n\n[![web statistics](https:\/\/c.statcounter.com\/701886\/0\/d43550e9\/1\/)](http:\/\/statcounter.com\/ \"web statistics\")","attrs_readable_markdown":"Realised volatility is the actual historical [volatility](https:\/\/moneyterms.co.uk\/volatility\/)of the price of a security (or an index level, or other measure). It is an *ex-post* number, whereas [implied volatility](https:\/\/moneyterms.co.uk\/implied-volatility\/) measures current market expectations.\n\nRealised volatility is simply the actual volatility of a security over a period of time, measured at intervals. For example, it may be the volatility of closing prices over the last 30 days. Not only does this mean that it is measured over a specific period, but also means the interval chosen. It is usual to use daily prices.\n\nThis is very different from implied volatility which is the volatility the market expect at a point in time (usually at the time it is calculated).\n\nThe need to choose time periods is a weakness of realised volatility as is its historical nature. It does have two advantages over implied volatility:\n\n1. It is based on the actual volatility, rather than market expectations. Whether this is a good or bad thing depends on whether or not you think the market in question is [efficient](https:\/\/moneyterms.co.uk\/efficient-markets\/).\n2. It is not dependent on a particular [model](https:\/\/moneyterms.co.uk\/financial-model\/) of the relationship between volatility and price. Implied volatility is usually calculated using [Black-Scholes](https:\/\/moneyterms.co.uk\/black-scholes\/), although other models can be used.\n\nEstimates of future volatility based on realised volatility do not necessarily depend on a single value over a single historical period. Trends in volatility can be modelled, typically giving greater weight to more recent numbers.","meta_canonical":null}

3. Robots.txt Check

Query:

Response:

4. Spam/Ban Check

Query:

Response:

5. Seen Status Check

ℹ️ Skipped - page is already crawled

📄

INDEXABLE

✅

CRAWLED

2 days ago

🤖

ROBOTS ALLOWED

Page Info Filters

Filter	Status	Condition	Details
HTTP status	PASS	`download_http_code = 200`	HTTP 200
Age cutoff	PASS	`download_stamp > now() - 6 MONTH`	0.1 months ago
History drop	PASS	`isNull(history_drop_reason)`	No drop reason
Spam/ban	PASS	`fh_dont_index != 1 AND ml_spam_score = 0`	ml_spam_score=0
Canonical	PASS	`meta_canonical IS NULL OR = '' OR = src_unparsed`	Not set

Page Details

Property	Value
URL	https://moneyterms.co.uk/realised-volatility/
Last Crawled	2026-04-16 12:21:56 (2 days ago)
First Indexed	2018-10-17 08:58:45 (7 years ago)
HTTP Status Code	200
Meta Title	Realised volatility - Financial theory - Moneyterms: investment, finance and business explained
Meta Description	null
Meta Canonical	null
Boilerpipe Text	Realised volatility is the actual historical volatility of the price of a security (or an index level, or other measure). It is an ex-post number, whereas implied volatility measures current market expectations. Realised volatility is simply the actual volatility of a security over a period of time, measured at intervals. For example, it may be the volatility of closing prices over the last 30 days. Not only does this mean that it is measured over a specific period, but also means the interval chosen. It is usual to use daily prices. This is very different from implied volatility which is the volatility the market expect at a point in time (usually at the time it is calculated). The need to choose time periods is a weakness of realised volatility as is its historical nature. It does have two advantages over implied volatility: It is based on the actual volatility, rather than market expectations. Whether this is a good or bad thing depends on whether or not you think the market in question is efficient . It is not dependent on a particular model of the relationship between volatility and price. Implied volatility is usually calculated using Black-Scholes , although other models can be used. Estimates of future volatility based on realised volatility do not necessarily depend on a single value over a single historical period. Trends in volatility can be modelled, typically giving greater weight to more recent numbers.
Markdown	[![moneyterms.co.uk](https://moneyterms.co.uk/static/logo.png)](http://moneyterms.co.uk/) - [About/contact](https://moneyterms.co.uk/about/) - [Privacy policy](https://moneyterms.co.uk/about/privacy/) # Realised volatility Realised volatility is the actual historical [volatility](https://moneyterms.co.uk/volatility/)of the price of a security (or an index level, or other measure). It is an ex-post number, whereas [implied volatility](https://moneyterms.co.uk/implied-volatility/) measures current market expectations. Realised volatility is simply the actual volatility of a security over a period of time, measured at intervals. For example, it may be the volatility of closing prices over the last 30 days. Not only does this mean that it is measured over a specific period, but also means the interval chosen. It is usual to use daily prices. This is very different from implied volatility which is the volatility the market expect at a point in time (usually at the time it is calculated). The need to choose time periods is a weakness of realised volatility as is its historical nature. It does have two advantages over implied volatility: 1. It is based on the actual volatility, rather than market expectations. Whether this is a good or bad thing depends on whether or not you think the market in question is [efficient](https://moneyterms.co.uk/efficient-markets/). 2. It is not dependent on a particular [model](https://moneyterms.co.uk/financial-model/) of the relationship between volatility and price. Implied volatility is usually calculated using [Black-Scholes](https://moneyterms.co.uk/black-scholes/), although other models can be used. Estimates of future volatility based on realised volatility do not necessarily depend on a single value over a single historical period. Trends in volatility can be modelled, typically giving greater weight to more recent numbers. Related: - [Efficient portfolio](https://moneyterms.co.uk/efficient-portfolio/) - [Risk aversion](https://moneyterms.co.uk/risk-aversion/) - [Black swan](https://moneyterms.co.uk/black-swan/) - [VaR](https://moneyterms.co.uk/value-at-risk/) - [Option value](https://moneyterms.co.uk/option-value/) - [Volatility index](https://moneyterms.co.uk/volatility-index/) Categories: - [Financial theory](https://moneyterms.co.uk/categories/financial-theory/) Site by [Code and More](https://www.codeandmore.co.uk/): customized and integrated CRM, ERP, accounting, CMS and other online business software for a monthly subscription. Transform you business without the risks of major IT projects. Copyright Graeme Pietersz © 2005-2019 [![web statistics](https://c.statcounter.com/701886/0/d43550e9/1/)](http://statcounter.com/ "web statistics")
Readable Markdown	Realised volatility is the actual historical [volatility](https://moneyterms.co.uk/volatility/)of the price of a security (or an index level, or other measure). It is an ex-post number, whereas [implied volatility](https://moneyterms.co.uk/implied-volatility/) measures current market expectations. Realised volatility is simply the actual volatility of a security over a period of time, measured at intervals. For example, it may be the volatility of closing prices over the last 30 days. Not only does this mean that it is measured over a specific period, but also means the interval chosen. It is usual to use daily prices. This is very different from implied volatility which is the volatility the market expect at a point in time (usually at the time it is calculated). The need to choose time periods is a weakness of realised volatility as is its historical nature. It does have two advantages over implied volatility: 1. It is based on the actual volatility, rather than market expectations. Whether this is a good or bad thing depends on whether or not you think the market in question is [efficient](https://moneyterms.co.uk/efficient-markets/). 2. It is not dependent on a particular [model](https://moneyterms.co.uk/financial-model/) of the relationship between volatility and price. Implied volatility is usually calculated using [Black-Scholes](https://moneyterms.co.uk/black-scholes/), although other models can be used. Estimates of future volatility based on realised volatility do not necessarily depend on a single value over a single historical period. Trends in volatility can be modelled, typically giving greater weight to more recent numbers.
Shard	156 (laksa)
Root Hash	440957458885954956
Unparsed URL	uk,co,moneyterms!/realised-volatility/ s443